Elijah is a prophet from the Old Testament. You can read about him in 1st and 2nd Kings. By God’s grace, he was a very powerful prophet and was able to raise the dead and was assumed by God in a chariot of fire. He was succeeded by Elisha.
In the New Testament, many people thought that Jesus or John the Baptist might be Elijah, because of the prophecy that Elijah would return at the coming of the Messiah (Mal 4:1-5). Jesus said that John the Baptist was Elijah (not reincarnated, but a type) who had announced His coming. However, Elijah did literally come (as well as Moses) at the Transfiguration of Jesus in which Jesus’ Glory was revealed to the three disciples who were there. As a side note: Moses and Elijah are representative of the Law and the Prophets of which Jesus was the fulfillment. Having three witnesses at the Transfiguration fulfilled Old Testament law about witnesses (DT 19:15).
Hope that helps!